Large Deviations of Random Processes Close to Gaussian Ones

DOI10.1137/1127059MaRDI QIDQ3665967zbMATH OpenOpenAlexFDO

Authors V. I. Piterbarg

Publication date 1982

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1127059

zbMATH Keywords

asymptotic expansionscentral limit theorem

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15)

Cited in

(5)

• On excursion sets, tube formulas and maxima of random fields.
• The winding of stationary Gaussian processes
• Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
• Extreme value theory for stochastic processes
• On approximating the probability of a large excursion of a nonstationary Gaussian process

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